-80.4%
LYFT vs USFD
+172.0%
-252.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.5% |
| 7D | -8.4% | -8.4% | 0.0% | -2.7% |
| 30D | -7.6% | -14.1% | +6.5% | +2.3% |
| 3M | +11.7% | +4.5% | +7.2% | +7.9% |
| 6M | +15.1% | +4.4% | +10.7% | +9.9% |
| YTD | -20.9% | +26.6% | -47.5% | -35.6% |
| 1Y | -16.4% | +19.4% | -35.7% | -29.6% |
| 3Y | +35.2% | +144.6% | -109.4% | -32.8% |
| 5Y | -69.4% | +194.5% | -263.9% | -86.9% |
| All | -80.4% | +172.0% | -252.4% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling